ECB rate cut expectations temper curve flattening – ABN AMRO


Nick Kounis, head of financial markets research at ABN AMRO, suggests that financial markets have started to price in a significant possibility of ECB rate cuts, with the chances of a relatively early move rising since the re-escalation of the US-China trade conflict.

Key Quotes

“We calculated that financial markets are pricing in around 25% chance of a 10bp deposit rate cut by the end of this year, and a close to 40% chance of a 10bp reduction within a year from now.”

“We agree with the notion that the chances that the ECB implements another round of stimulus have risen and are now significant. Although a recession in the eurozone economy as whole over the next few quarters does not seem very likely, continued sluggish economic growth for a longer period is plausible.”

“Together with depressed inflation expectations, this could see underlying inflationary pressures remaining weak. So there is a clear case for additional monetary stimulus. However, we doubt it will take the form of rate cuts. Although ECB officials have rightly played down the impact of negative rates on bank profits recently, they have also expressed concerns that the adverse effects could rise over time.”

“We think on balance, fresh stimulus is likely to come in the form of another round of quantitative easing.”

“Although raising the limit would likely be an uncomfortable situation for the ECB, it would be willing to do this in our view given the lack of other alternatives. If the ECB were to go for QE-II rather than rate cuts, yield curves would likely flatten even more aggressively reflecting further term premium compression, while swap spreads would likely widen further.”

Share: Feed news

Information on these pages contains forward-looking statements that involve risks and uncertainties. Markets and instruments profiled on this page are for informational purposes only and should not in any way come across as a recommendation to buy or sell in these assets. You should do your own thorough research before making any investment decisions. FXStreet does not in any way guarantee that this information is free from mistakes, errors, or material misstatements. It also does not guarantee that this information is of a timely nature. Investing in Open Markets involves a great deal of risk, including the loss of all or a portion of your investment, as well as emotional distress. All risks, losses and costs associated with investing, including total loss of principal, are your responsibility. The views and opinions expressed in this article are those of the authors and do not necessarily reflect the official policy or position of FXStreet nor its advertisers. The author will not be held responsible for information that is found at the end of links posted on this page.

If not otherwise explicitly mentioned in the body of the article, at the time of writing, the author has no position in any stock mentioned in this article and no business relationship with any company mentioned. The author has not received compensation for writing this article, other than from FXStreet.

FXStreet and the author do not provide personalized recommendations. The author makes no representations as to the accuracy, completeness, or suitability of this information. FXStreet and the author will not be liable for any errors, omissions or any losses, injuries or damages arising from this information and its display or use. Errors and omissions excepted.

The author and FXStreet are not registered investment advisors and nothing in this article is intended to be investment advice.

Recommended content


Recommended content

Editors’ Picks

EUR/USD hovers above 1.0500 amid French political jitters

EUR/USD hovers above 1.0500 amid French political jitters

EUR/USD is trading modestly flat above 1.0500 in the early European morning on Wednesday. The pair gyrates in a familiar range amid a broadly stable US Dollar and French political uncertainty, as the government faces a no-confidence vote in a busy day ahead. 

EUR/USD News
GBP/USD clings to gains below 1.2700 ahead of Bailey's speech

GBP/USD clings to gains below 1.2700 ahead of Bailey's speech

GBP/USD is consolidating gains below 1.2700 in early European trading on Wednesday. Traders refrain from placing fresh bets ahead of speeches from BoE Governor Bailey and Fed Chair Powell later in the day. US ADP Jobs and ISM Services PMI data are also awaited. 

GBP/USD News
Gold price slides below $2,640, fresh daily low ahead of Fed Chair Powell's speech

Gold price slides below $2,640, fresh daily low ahead of Fed Chair Powell's speech

Gold price attracts some sellers following an intraday uptick to the $2,650 supply zone and hits a fresh daily low during the first half of the European session on Wednesday. The precious metal, however, remains confined in a familiar range held over the past week or so as traders seem reluctant to place aggressive directional bets ahead of Fed Chair Jerome Powell's speech. 

Gold News
ADP report expected to show US private sector job growth cooled in November

ADP report expected to show US private sector job growth cooled in November

The ADP Employment Change report is seen showing a deceleration of job creation in the US private sector in November. The ADP report could anticipate the more relevant Nonfarm Payrolls report on Friday.

Read more
The fall of Barnier’s government would be bad news for the French economy

The fall of Barnier’s government would be bad news for the French economy

This French political stand-off is just one more negative for the euro. With the eurozone economy facing the threat of tariffs in 2025 and the region lacking any prospect of cohesive fiscal support, the potential fall of the French government merely adds to views that the ECB will have to do the heavy lifting in 2025.

Read more
Best Forex Brokers with Low Spreads

Best Forex Brokers with Low Spreads

VERIFIED Low spreads are crucial for reducing trading costs. Explore top Forex brokers offering competitive spreads and high leverage. Compare options for EUR/USD, GBP/USD, USD/JPY, and Gold.

Read More

Forex MAJORS

Cryptocurrencies

Signatures